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all4anova()

Usage:
all4anova(y, a, b, c, d [,s2:val]), REAL vector y, factors a, b, c, d
  with same length as y, REAL scalar val > 0.



Keywords: anova
all4anova(y, a, b, c, d) fits all hierarchical 4 factor ANOVA models.  y
must be a REAL vector and a, b, c and d must be factors (created by
factor()) of the same length as y.

For each of the 166 models fit, all4anova() prints the following, in
order of increasing C(p).
  p          Number of degrees of freedom in the model, including the
             constant term
  C(p)       Mallows' Cp statistic
  Adj R^2    Adjusted R^2
  R^2        Unadjusted R^2
  Model      The right hand side of the fitted model using the symbols
             a, b, c and d for the 4 factors

The estimate of variance used in computing C(p) is the error mean square
from the model fitting all factors and their interactions ("y=a*b*c*d").
Thus this model must not fit perfectly (have zero residual sums of
squares).

all4anova(y, a, b, c, d, s2:v), where v > 0 is a REAL scalar does the
same, except v is used in computing C(p) instead of the error mean
square from the model fitting all factors and their interactions.

all4anova(y, a, b, c, d [, s2:v], keep:T) does the same except nothing
is printed.  Instead a structure with the following component is
returned:
 Component Contents
  p        Vector of integers containing p for all the models fit
  cp       REAL vector containing C(p) for all the models fit
  adjrsq   REAL vector containing adjusted R^2 for all the models fit
  rsq      REAL vector containing unadjusted R^2 for all the models fit
  model    CHARACTER vector containing right hand side of each model fit
           using a, b and c as factor names.
The models are in order of increading C(p).

all4anova(y, a, b, c, d, [, s2:v], keep:T, print:T) returns a structure
and prints results.

See also all3anova() and screen().


Gary Oehlert 2003-01-15